Applied Partial Differential Equations

Partial differential equations are used in mathematical models of a huge range of real-world phenomena, from electromagnetism to financial markets. This new edition of Applied PDEs contains many new sections and exercises Including, American options, transform methods, free surface flows, linear elasticity and complex characteristics.

Partial differential equations are a central concept in mathematics. They are used in mathematical models of a huge range of real-world phenomena, from electromagnetism to financial markets. This new edition of the well-known text by Ockendon et al., providing an enthusiastic and clear guide to the theory and applications of PDEs, provides timely updates on: transform methods (especially multidimensional Fourier transforms and the Radon transform); explicit representations of general solutions of the wave equation; bifurcations; the Wiener-Hopf method; free surface flows; American options; the Monge-Ampere equation; linear elasticity and complex characteristics; as well as numerous topical exercises. This book is ideal for students of mathematics, engineering and physics seeking a comprehensive text in the modern applications of PDEs

Introduction; First-order scalar quasilinear equations; First-order quasilinear systems; Introduction to second-order scalar equations; Hyperbolic equations; Elliptic equations; Parabolic equations; Free boundary problems; Non-quasilinear equations; Miscellaneous topics; Conclusion; References; Index